Merge pull request #29 from wilkosz/feature/trade-stream

Adds Trades Stream

README.md

@@ -107,6 +107,26 @@ EM.run do
 end
 ```
 
+**Trades:**
+
+```ruby
+# These callbacks are optional.
+on_open = ->(event) do
+  puts ">> Websocket opened"
+end
+on_close = ->(event) do
+  puts ">> Websocket closed (#{event.code}): #{event.reason}"
+end
+EM.run do
+  websocket = Binance::WebSocket.new(on_open: on_open, on_close: on_close)
+
+  websocket.trades!(['ETHBTC']) do |stream_name, trade|
+    symbol = trade[:s]
+    # Do whatever!
+  end
+end
+```
+
 **User Data:**
 
 ```ruby
@@ -170,6 +190,7 @@ You can find more info on all `kline_candlestick` attributes & available interva
 ### Binance::WebSocket instance methods
 
 - [`candlesticks!`](https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md#klinecandlestick-streams): Kline/candlestick bars for a symbol.
+- [`trades!`](https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md#trade-streams): The Trade Streams push raw trade information.
 - [`user_data_stream!`](https://github.com/binance/binance-spot-api-docs/blob/master/user-data-stream.md#web-socket-payloads): account updates, balances changes, and order updates.
 
 See the [rubydoc](http://www.rubydoc.info/gems/binance-ruby/0.1.2/Binance) for information about parameters for each method listed above.

lib/binance/api/version.rb

@@ -1,5 +1,5 @@
 module Binance
   module Api
-    VERSION = "1.2.9"
+    VERSION = "1.2.10"
   end
 end

lib/binance/websocket.rb

@@ -58,6 +58,26 @@ def user_data_stream!(listen_key, &on_receive)
       subscribe([listen_key])
     end
 
+    # stream name: <symbol>@trade
+    # {
+    #   "e": "trade",     // Event type
+    #   "E": 123456789,   // Event time
+    #   "s": "BNBBTC",    // Symbol
+    #   "t": 12345,       // Trade ID
+    #   "p": "0.001",     // Price
+    #   "q": "100",       // Quantity
+    #   "b": 88,          // Buyer order ID
+    #   "a": 50,          // Seller order ID
+    #   "T": 123456785,   // Trade time
+    #   "m": true,        // Is the buyer the market maker?
+    #   "M": true         // Ignore
+    # }
+    def trades!(symbols, &on_receive)
+      symbols_fmt = symbols.is_a?(String) ? [symbols] : symbols
+      @trades_handler = on_receive
+      subscribe(symbols_fmt.map { |s| "#{s.downcase}@trade" })
+    end
+
     private
 
     def process_data(data)
@@ -75,6 +95,8 @@ def process_data(data)
         when :executionReport # order update
           listen_key = json[:stream]
           @user_stream_handlers[listen_key]&.call(listen_key, json[:data])
+        when :trade
+          @trades_handler&.call(json[:stream], json[:data])
         end
       end
     end

spec/binance/websocket_spec.rb

@@ -31,6 +31,34 @@
     end
   end
 
+  describe "#trades" do 
+    let(:stream_name) { "#{symbols.first.downcase}@kline" }
+
+    context "error" do
+      let(:json_string) { '{ "error": {"code": 0, "msg": "Unknown property","id": 123} }' }
+
+      subject { websocket.trades!(symbols) }
+
+      it { is_expected_block.to raise_error Binance::WebSocket::Error }
+    end
+
+    context "trade" do
+      let(:json_string) do
+        {
+          stream: stream_name,
+          data: JSON.parse(File.read("spec/fixtures/streams/trade.json"), symbolize_names: true),
+        }.to_json
+      end
+
+      it "calls on_receive" do
+        inc = 0
+        websocket.trades!(symbols) { inc = 1 }
+        expect(inc).to eq 1
+      end
+    end
+
+  end 
+
   describe "#candlesticks" do
     let(:stream_name) { "#{symbols.first.downcase}@kline_#{interval}" }
 

spec/fixtures/streams/trade.json

@@ -0,0 +1,13 @@
+{
+    "e": "trade",  
+    "E": 123456789,
+    "s": "BNBBTC", 
+    "t": 12345,    
+    "p": "0.001",  
+    "q": "100",    
+    "b": 88,       
+    "a": 50,       
+    "T": 123456785,
+    "m": true,     
+    "M": true      
+  }